Incorrect timestamps from MP feeds for Taiwan

jzhao
jzhao Contributor
in Elektron

Hello,

We have been having timestamps problems on a few Taiwan RICs. Please see below snippet for 4132.TWO. This particular message came around 07:07:53 UTC (of 2020-05-26), however the TRdTIM_1 FID had 16:00:00.000000000. This kind of message with incorrect timestamp is very rare, but it does happen. Could you explain why this is the case? We're using RFA C++ API v8.x.x on Elektron platform. thanks.


4132.TWO,Market Price,2020-05-26T07:07:53.436893231Z,+8,rawMP,UPDATE,UNSPECIFIED,,,,2809,,38254,17
,,,,FID,1379,,VOL_X_PRC1,55200,
,,,,FID,56,,PCTCHNG,36.4,
,,,,FID,14,,PRCTCK_1,1,#DE#
,,,,FID,2406,,WEIGHTING3,49.8203,
,,,,FID,6,,TRDPRC_1,55.2,
,,,,FID,11,,NETCHNG_1,14.73,
,,,,FID,4114,,NETCHNG_2,6.93,
,,,,FID,5,,TIMACT,07:07:00.000000000,
,,,,FID,1037,,GV7_TEXT,B,
,,,,FID,100,,TURNOVER,565844261,
,,,,FID,3131,,IRGFID,11357701,
,,,,FID,18,,TRDTIM_1,16:00:00.000000000,
,,,,FID,178,,TRDVOL_1,1000,
,,,,FID,6242,,VWAP_VOL,11357701,
,,,,FID,32,,ACVOL_1,11357701,
,,,,FID,1021,,SEQNUM,465109,
,,,,FID,1067,,EXCHTIM,16:00:00.000000000,

Tagged:

Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @jzhao and all,

    The report was investigated by Refinitiv content experts, the conclusion was:

    "Resolution:"The particular message came around 07:07:53 UTC (of 2020-05-26) is amended trade.

    Updates with TRDTIM_1 FID & EXCHTIM value equal to 16:00:00.000000000 are amended trade. Please use this to filter out amended trade. "

Answers

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @jzhao,

    I see the update at point in TickHistory Raw extraction for 05/26. To me it also is not clear why TRDTIM_1 would be so dissimilar to timestamp of the update and to the same field in the updates that were close in time, the previous and the next updates.

    This being content-specific question and suspected issue with content at point, as a customer, the best way to get it investigated by the corresponding content expert is to submit this description at Refinitiv Content Helpdesk Online.

    Would you prefer to proceed and open the case on content directly, or I can help to open one on your behalf?

  • jzhao
    jzhao Contributor

    Hi Zoya thank you for the reply. It’d be great If you could open a case with content specialists. Thank you.

Categories